Quantitative Researcher – Hedge Fund - Cross Asset - Emerging Markets – London

We’re currently working with a London based Hedge fund, that utilises both fundamental and systematic strategies to drive investment decisions.

They’re seeking a Quantitative Researcher to join their investment team, where you’ll work closely with PMs and Researchers.

Responsibilities:

• Conduct quantitative research to identify alpha-generating opportunities across multiple asset classes

• Develop and enhance systematic trading models using advanced statistical techniques and machine learning algorithms.

• Collaborate closely with portfolio managers and other team members to implement research findings into the investment process.

• Analyse market data, including equities, fixed income, FX, and Credit.

Requirements:

• Experience developing both fundamental and systematic strategies.

• Advanced degree (Ph.D. or Master's) in quantitative finance, mathematics, statistics, computer science

• Strong programming skills in Python or another relevant programming language.

• Demonstrated experience in quantitative research, preferably in a hedge fund environment.

• Proficiency in statistical analysis and machine learning techniques.

To apply please send your CV to quantresearch@octaviusfinance.com